This week in Cheap Laughs, we have improvised wit, a dominatrix bit, shows that won't quit, and the woman who keeps cutting Lena Dunham down to size. Here's our rundown of the best in independently produced New York comedy this week.

Anything can happen at this, the only fully improvised stand-up show in New York. Audience members are encouraged to shout out topics that come to mind, and the performers attempt to write jokes on the, um, spot. Highlights tonight include the Tennessee drawl of Nate Bargatze, the Canuck-Pakistani charm of Sabrina Jalees, and the nerd rage of Mike Lawrence. Few shows are more electric and unpredictable.

The millennial answer to Johnny Carson, Scott Rogowsky returns for a new season of his live late-night talk show, which has relocated into the tony environs of Carolines. His guests include Super Size Me director and documentarian for all seasons Morgan Spurlock, the hilarious Judy Gold, Daily Show scribe Travon Free, and new co-star of HBO's GirlsDesiree Akhavan. She's the one at the Iowa Writers' Workshop constantly telling Lena Dunham that she's an entitled, self-regarding bore. That's right: She's a hero.

It's the sixth anniversary of this touchy-feely-funny show at one of Manhattan's great old-school freak venues. Award-winning storyteller Leslie Goshko invites some of New York's top writers and storytellers to share true, bizarre tales about their lives. There's a challenging trivia game and a free wine giveaway where six (one for each year) lucky audience members will walk away with their very own bottle of Sideshow Sauce. Tonight's slate includes stories from Andy Christie, Catie Lazarus, and Martin Dockery.

Tired of being tortured by bad comedy? Let the clowns take some real pain, for once. In this truly one-of-a-kind show, comedians tell jokes and the audience decides if they should be paid cash for their set...or administered agony — on the spot — by a real-life dominatrix. Punished performers must pick a card from the "Deck of Pain," and Mistress will administer whatever the card says: Paddling in Pink Panties, clothespin nipple clamp Christmas Tree, cat tail lashings, or one of many others (always with a hearty stock of hot wax on call). And before the lawyers get all upset, there is a safe-word. It's probably "Letterman." DC Benny is one of the highlights on the show tonight, together with the great Sherrod Small.

The signature Saturday night show at The Creek is a good time every week. This show is the "face" of the club and the name of its touring arm, so quality is always high and the crowd's always loose (fueled by free Tecates, doled out liberally). Tonight, new Nightly Show correspondent Ricky Velez tells some jokes alongside the dapper Alexis Guerreros, apprentice twelve-stepper Chris Waelti, and other fine performers.

Wyatt Cenac's fine weekly showcase rolls right along tonight with Comedy Central and MTV star Damien Lemon, Alison Leiby, and Greg Barris. This show is consistently one of the funniest places in New York on a Monday night. If you're a local, it could become your new favorite hang.

Anthony Atamanuik describes himself as "one of New York's most fucked comedians," which presumably stretches across many realms: romantic, professional, and pharmaceutical. He hosts this character-driven variety show, which features a different theme each week. Tonight's show is cryptically titled "The Buttcracker Special." Guests include New Yorker cartoonist and comic Erik Bergstrom, along with Moth storytelling champ Adam Wade. Will their butts be cracked, or merely dented? There's only one way to find out.

Tom Cowell is a comedian. Find him on Twitter @mrtomcowell or at mrtomcowell.com. Email voicecheaplaughs@gmail.com with all listing suggestions.